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An Intrinsic Hamiltonian Formulation of Network Dynamics Non-Standard Poisson Structures and Gyrators.
An Intrinsic Hamiltonian Formulation of Network Dynamics Non-Standard Poisson Structures and Gyrators.
An Intrinsic Hamiltonian Formulation of Network Dynamics Non-Standard Poisson Structures and Gyrators.
and P. c. BREEDVELD
Department of Electrical Engineering, University of Twente, P.O. Box 217,
7500 AE Enschede, The Netherlands
ABSTRACT : The aim of this paper is to provide an intrinsic Hamiltonian jormulation of the
equations of motion ofnetwork models of non-resistive physical systems. A recently developed
extension of the classical Hamiltonian equations of motion considers systems with state space
given by Poisson manifolds endowed with degenerate Poisson structures, examples of which
naturally appear in the reduction of’ systems with symmetry. The link with network
representations of non-resistive physical systems is established using the generalized bond
graph formalism which has the essential feature of symmetrizing all the energetic network
elements into a single class and introducing a coupling unit gyrator. The relation between the
Hamiltonian formalism and network dynamics is then investtgated throqh the representation
of the invariants of the system, either captured in the degeneracy of the Poisson structure or
in the topological constraints at the ports of the gyrative type network structure. This provides
a Hamiltonian formulation of dimension equal to the order of the physical system, in particular,
for odd dimensional systems. A striking example is the direct Hamiltonian formulation of
electrical LC networks.
I. Introduction
dH
4, = & (41,. . >qn,p,, . ,P,)
I
i= I,...,n, (1)
dH
P! = - j$q, ,...1 qn,p, ,...,p,,)
where q,, i = 1,. . . , n, are the generalized configuration variables, p,, i = 1,. . . , n,
are the generalized momentum variables and H(q,p) is the Hamiltonian function
which usually can be equated with the total energy of the system. The Hamiltonian
equations of motion can be derived from and are equivalent to the Euler-Lagrange
equations of motion (derived from a variational point of view, i.e. Hamilton’s
principle which in turn rests upon d’Alembert’s principle of virtual work) in case
the Hessian matrix of H(q,p) with respect to p is invertible (the so-called hyper-
regular case which is mostly satisfied). The generalized momentum variables pZcan
be defined through the generalized velocities in the Lagrangian function ; however
the real power of the Hamiltonian formalism (which is at the heart of theoretical
physics) lies in treating the variables q and p at the same level.
An important mathematical achievement of the last century has been the coor-
dinute ,free definition of the Hamiltonian equations (1) in terms of symplectic
manifolds (34,35) ; for a complete modern account of this topic see (I, 2). Here
ql,.‘.,q,,~Pl,..., p,,) are seen as speciul local coordinates for a manifold A4 (the
phase space) which is endowed with a particular geometric structure called “sym-
plectic structure” (defined by a non-degenerate closed two-form o on M). In fact,
these coordinates are adapted to w in the sense that COtakes a particularly simple
form in these coordinates : it can be equated with the constant bilinear form defined
by the matrix :
G-9
The special coordinates (q,, , y,,, p,, .p,) are called “canonical coordi-
nates”. Subsequently it was realized that an equivalent geometric definition of the
Hamiltonian equations can be given in terms of a non-degenerate Poisson structure
(which mathematically is dual to a symplectic structure (5)). The expression in local
coordinates of such a non-degenerate Poisson structure is nothing other than
the classical Poisson bracket. The geometric coordinate-free formulation of the
Hamiltonian equations (1) is now performed by identifying a phase space M
endowed with a symplectic form (1)(or equivalently with a non-degenerate Poisson
structure), together with a Hamiltonian function H: M + R. The triplet (M, CO,H)
determines the dynamics (1) uniquely by the fact that the symplectic structure
defines a mapping from functions on M, in particular from H, to vector fields on
M.
Let M be a smooth (i.e. Cm) manifold and let Cm(M) denote the smooth real
functions on M. A Poisson structure on M is a bilinear map from C-(M) x Cm(M)
into C”(M), called the Poisson bracket and denoted as :
(F,G)H{F,G}ECI‘(M), F,GEC~(M),
skew-symmetry :
Jacobi identity :
Leibniz rule :
{F,G-H} = {F,G}-HfG-{F,Hj. (3
Now let A4 be a Poisson manifold with Poisson bracket { , }. Then for any
HE C”(M) and arbitrary x E M, we can define the mapping :
X,(x) : C”(M) -+ R
as
for some functions Jk,~ C”(M), k, I = 1,. . . , m, which in fact are determined by :
may be verified that the Poisson bracket verifies (3) (4) (5). In conclusion, locally
the Poisson bracket is uniquely determined by its structure mrtris :
.
. J(s) ...
I .
(14)
1/q;(s) (y (x)
111
= J(s) (15)
Conversely, given a bracket { , }, satisfying (3) and (5) one can define for each real
valued function H on R, a vector field _I’, as in (6). Then the bracket satisfies the
Jacobi identity (4) (and thus is Poisson bracket) if and only if for each H the
Hamiltonian vector field X, leaves the bracket { , > invariant (i.e. satisfies (18)
(19)).
The rank of the Poisson bracket { , } in any point XEM, is defined as the rank
of the structure matrix J(x) in this point. (This can be shown to be independent of
the choice of the local coordinates.) By (11) necessarily the rank at any point is
even. A Poisson manifold A4 having the property that the rank of the Poisson
bracket is equal everywhere to the dimension of A4 is called a sympfectic manifold.
(Thus necessarily the dimension of a symplectic manifold is even.) On the other
hand a general Poisson manifold M can be seen as a union of symplectic manifolds
which fit together in a smooth way in the following sense: through each point of M
there passes a unique submanifold with the property that the rank of the Poisson
bracket in every point of this submanifold is equal to the dimension of the sub-
manifold (5,30). In fact (see (5)) this submanifold is the maximal integral manifold
(through x0) of the distribution :
(21)
Notice that
J(x) = x E R2”,
and thus the rank equals 2n everywhere. For any Hamiltonian HEC” (Rzn), the
Hamiltonian vector field X, is given by the familiar equations of motion (c$ (15)) :
called the standard Hamiltonian equations. M = R*” with bracket (21) is a sym-
plectic manifold and q = (q,, . . , qn) andp = (p,, . . ,P,~) are called the generalized
configuration coordinates, respectively generalized momenta. Using the (inverse)
Legendre transform :
(23)
where 4,, 42 denote the fluxes of inductances L, and L?, respectively, and Q is the
charge of the capacitor C. Using the constitutive relations of L,, L2 and C together
with Kirchhoff’s laws, we obtain the equation of motion :
(24)
(26)
Notice that J is independent from the parameters L ,, Lz and C, and in fact is solely
il
930
Hamiltonian Formulution of Network Dynamics
Example 3. (The rigid body.) Consider [w’ with natural coordinates denoted as
(p,,p,,p2). It can be verified that the matrix :
satisfies (11) and (12) and thus is the structure matrix of a Poisson structure on M.
Consider furthermore the Hamiltonian function :
(29)
which are the well-known Euler equutions for the motion of a rigid body spinning
around its centre of mass (pI,pv,pc are the body angular momenta, see (35)). Note
that rank J(p) = 2 at every point (p.,,p,.,p,) # (O,O,O), and that M = R3 can be
seen as the union of the symplectic submanifolds of the form :
{(P,.,P,.,P,)~P,+P,‘+P_’ = kJ (31)
Then the dual space V* has a natural Poisson structure, called Lie-Poisson struc-
ture. Indeed, let F and G be real functions on V*. Then the differentials dF(x),
dG(x), XE V* (i.e. the row vectors of partial derivatives) are elements of (V*)*,
and thus can be identified with elements in V. Using this identification, one defines
where ( , ) denotes the pairing between V and V* and [ , ] is the matrix commutator
(32). It can be verified that { ,} satisfies (3), (4) and (5) and thus defines a Poisson
bracket on I’*. In more concrete terms, let z’,, . . , c, be a basis of V. Then C’,EV
can be identified with an element in (I’*)*, i.e. with a linear coordinate function
,yion V*,i= l,..., m.Nowdefine
then J(x) = [J,iWlz.,= I.. .mis the structure matrix of the Poisson bracket defined in
(33) and satisfies (11) and (12).
Example 3 fits into this theory as follows: the matrix Lie group underlying to
rigid body motion is SO(3), the space of 3 x 3 orthonormal matrices with matrix
algebra SO(~), the space of skew-symmetric 3 x 3 matrices. Thus let us consider
V = SO(~), with the standard basis :
Using (34) one sees that the Lie-Poisson bracket on V* = SO*(~) is given by the
structure matrix :
(37)
and thus by identifying M in Example 3 with SO*(~), i.e. identifying (p,,p, ,p_)‘with
(s ,, x2, xJ, one recovers the structure matrix (28).
Theorem I
Let A4 be an m-dimensional Poisson manifold. Suppose the Poisson bracket has
constant rank 2n in a neighborhood of a point x,) E M. Then locally around x,, we
canfindcoordinates(q,p,r)=(q, ,..., q,,,p, ,..., p,,.r ,,..., r,)forMofdimension
(2~ + I) satisfying :
(39)
The coordinates (q,p, r) satisfying (38) are called (generalized) canonical coor-
dinates.
(40)
fj, = $(q,p,r),
I /
i;=0,
li, = - i:(q,p,r). i= l,..., n, ,j= I,..., I,
(41)
which generalizes the standard Hamiltonian equations (1).
For any Poisson manifold we define the distinguished or Casimir functions as those
smooth functions F: MH IL!,such that :
manifold. First, for any two Poisson manifolds M, and Mz, one defines a smooth
map : C#I: M, H M2 to be a Poisson (or canonical) mapping if:
(q,,...,q,,p,,...,p,,,r,,...,r,);t(q,,...,q,,p,,...,p,,) (44)
is a Poisson mupping from the Euclidean space RZn+’ with Poisson bracket given
by (39) to the lower dimensional space R2” endowed with the standard Poisson
bracket (40). On the other hand, consider the extended space R”‘+” with natural
coordinates (q,, . . . , qn,pI,. . . ,pn,sI,. . . .s,, Y,, . . . , r,) and standard Poisson
bracket given by (38) together with the additional relations :
where U, U“, U’ are open parts of R2”+‘, R2”+“, R2”, respectively. Hence the
coordinate neighborhood U can be reduced (via 7~)to a symplectic space (i’ and
can be embedded (via FL) into a symplectic space U’. (Furthermore it can be shown
that II and rc are unique in the sense that if (47) holds for difSerent Poisson mappings
n’ and II’ then there exist Poisson mappings $ : RZn++ RZn, ‘P : R2”+2’~ lR2”+2’ of
maximal rank such that Y rc’ = n, ‘P 1 TI’ = FI (see (30).)
The above discussion on local normal forms of Poisson structures with constant
rank has the following implications for the structure of any Hamiltonian vector
field on the Poisson manifold M in the neighborhood of a point x0 E M where the
Poisson bracket has constant rank. Let H: MH R be a Hamiltonian function, then
locally about x0 the Hamiltonian vector field X, is given in the local coordinates
(q,p, r) of Theorem I by (41) i.e.
934
Uamiltonian Formulation qfNetwork Dynamics
Following (47) these equations can be restricted for every constant (r!, . . , r,) to
the standard Hamiltonian equations on R2” (c$ (1) or (22))
(49)
where W: iR2n~ R is given by W(q,p) = H(q,p, r), and can be embedded into the
standard Hamiltonian equations on IL!‘“+“:
H(q,p, r) = g +
(52)
r
--P ;+P
g=iz(q,p,r)= -Q+-z-, p= -g(q,p,r)= Q
.-?+ r: = 0. (53)
L
The last equation reflects the fact that r = d,, +c$? (the total flux) is a Casimir
function, and thus a conserved quantity.
(54)
with p,, p1 denoting the momenta of mass IJI, and w?, respectively, and s,’ the
distance between them and k denoting the spring constant. The Poisson structure
is again given by (23). resulting in the equations of motion (compare with (22)) :
(55)
where the Casimir function r = p, +p2 is the total momentum of the mechanical
system. The system can be embedded into standard Hamiltonian equations on R“
(r:fI (50) for n = 2) by adding a variable s satisfying (c$ (45)) :
I I I
iiH 2+p
li=-kg,S=~clr(‘I,P,“)=- + i=O
ng I m2 ’
which is isomorphic, using the canonical mapping implicitly defined by (56) and
s = J(.u, +X2), X,2 = x,--x,, to
936
Hamiltonian Formulation of Network Dynamics
Pi P2
I, =-) it,=--, Li, = W-x,), b2 = -k(x2-x,), (59)
mI m2
which are the standard Hamiltonian equations of motion for the mechanical
system, where x, and x2 denote the configuration coordinates of masses m, and
m,, respectively, in an inertial frame.
Example 7. Consider the Euler equations for the motion of a rigid body as dealt
with in Example 3, withp,,p,,pz the body angular momentum variables. Canonical
coordinates (outside the origin) are, for instance, (see e.g. (35)) :
Identifying in this way T*S0(3) with SO(3) x SO*(~) we see that the Hamiltonian
function H: SO(3) x SO*(~)++ R, being the kinetic energy, only depends on the
natural coordinates pX, pY, p_ for SO*(~), and in fact is given as in Example 3. Hence
the embedding standard Hamiltonian equations are in local coordinates of the
form (50) and thus project to the Euler equations (30) on the Poisson manifold
SO(3) x so*(3)/So(3) = So*(3).
Given the standard Hamiltonian equations (50) where H does not depend on
the canonical variables s = (s,, . , s,), there exists also an alternative reduction
procedure which leads eventually to the same reduced standard Hamiltonian system
(49) but not via the non-standard Hamiltonian equations (48). Instead, one uses
the fact that r = (r,, . , r,) are ~orlspn~edquantities for (50) from which it follows
that (50) can be restricted for every constant vector r to dynamics R*“+‘, and
subsequently may be projected to the same standard Hamiltonian dynamics (48).
Pictorially both reduction schemes can be summarized by the commutative
Diag. 1.
In the present context of network representation of physical systems, however,
the left-hand side reduction procedure appears to be the most natural one. Since this
reduction procedure starts with the invariance (or symmetry) of the Hamiltonian
(internal energy), the conserved quantities become fully captured in the Poisson
structure, i.e. the ycorn~tr~~ underlying the general Hamiltonian equations (48).
Indeed the conserved quantities are determined by the Casimir functions for this
Poisson structure, irxl~qendec~tl~ from the Hamiltonian of (48).
proJectIon X restriction
H( q. y. I; s )
L/ of eq. (50) \
R (21+/J
R (al+!)
of eq. (49)
DIAG. I
938
Hamiltonian Formulation qf Network Dynamics
3.1 .l. Energy and the capacitor element. The elemental components of a bond
graph model are elemental systems endowed with energy, called (multiport) energy
storage elements and denoted by C (11, chap. 4; 13, chap. 5; 25).
Such an elemental system concentrates some physical properties inside abstract
boundaries defining it with respect to its environment. Its internal state is defined
by a vector x in [w”of energy variables and a real-valued smooth energy function
H(x) describing its static characteristics. The existence of an energy-function cor-
responds physically to the first law of thermodynamics. Then the variation of the
energy and the energy variables are related by Gibbs fundamental equation :
The interactions with the environment through the boundaries of the elemental
system are defined by the time-variation of the energy at the ports of the elemental
systems. The time-variation of the energy may be expressed by two vectors of so-
called conjugated power variables called “effort” e and “flow” f:
The variation of the energy function is then the inner product of these two vectors :
dH n
dt = i;,el*.f;. (66)
de, de.
1 i,jEl,...,?I (67)
a41 a4i ’
(and by Poincare’s lemma the converse also holds).
In summary the energy storage elements C are represented in bond graph terms
as in Fig. 3.
C3H
e = k&+l..,t
H(x):a: t_1L ’
f=i
FIG. 3. An energy storage element
internal energy as energy function (see Fig. 4). The conjugated effort variables are
the material potential ,U = aU/aN, the pressure P = -(~3UjdV’) and the absolute
temperature T = aUji3,S (where p is depending on P and T due to the first-order
homogeneous nature of the energy U(S, V, N) (13, chap. 5)). Such a 3-port energy
storage element can be used, for instance, to model an open container with piston
and containing a gas.
3.1.2. Dynamical interactions unci the sJ?mplectic gyrator. In the previous section
we have defined elemental systems endowed with energy, but which cannot undergo
any dynamic evolution per se. Any dynamics arises from the interaction between
elemental systems. These interactions are described as relations between the effort
and flow variables, called phenomenological laws like Newton’s or Ohm’s laws. In
bond graph terms these interactions are described by elements whose constitutive
relation represents a phenomenological or constitutive law and are power continu-
ous, i.e. the total power flow at their ports is equal to zero (as any energy storage,
i.e. any energy function, should be associated with an energy storage element C).
There are two types of such elements.
The resistive irreversible transducer relates some physical domain with the ther-
mal domain and describes resistive laws (lS15). This element will not be considered
in the present paper, as we have restricted ourselves to the so-called “conservative”
systems without any resistive or, rather, irreversible phenomena. The other element
relates two different physical domains : either the kinetic with the elastic (potential)
domain, or the electrical with the magnetic domain. The kinetic and elastic domains
include the special forms which are present in hydraulics or acoustics. This second
element is called “symplectic gyrator” (25). It is a 2n-port element whose consti-
tutive relation is, if,f and e denote the (2n-dimensional) flow and effort vectors at
its ports and PymP the symplectic matrix of order 2n :
Example 11. (Mass-spring system.) Consider the mass-spring system and its
bond graph representation depicted in Fig. 5. With the spring a one-port energy
storage element is associated : it defines the elastic potential energy of the system
as a function H,,(q) of the displacement q (the energy variable of the elastic domain).
For a linear element the energy function is :
-J spp
cik et, - u
!t&,C~()~C2 0-a: g
ef- d
-I;.. x,.-i
(b)
FIG. 5. Mass-spring interaction and bond graph model.
Hkm(P) = ; ; (70)
with nz the mass of the point mass. The complete bond graph model is obtained
by relating the two energy storage elements via so-called bonds through a symplectic
gyrator. The bonds may be considered as identities on the power variables, i.e.
efforts and flow variables of the related ports of the elements. (The next section
will give the proper definition of the bonds). The symplectic gyrator represents the
following two relations. First the attachment of the end of the spring to the mass
in globally Eulerian but locally Lagrangian coordinates with respect to an inertial
frame (13, chap. 6) :
(71)
The variable ekln is the effort in the kinetic domain, i.e. the velocity of the mass I’,,,~,~
and ,fC,is the flow of the electric-potential domain. The second relation represents
Newton’s second law in an inertial reference frame :
The variable e,, is the effort in the elastic potential domain, i.e. the force induced
by the spring, and ,fkin is the flow of the kinetic domain, i.e. the time variation of
the momentum of the mass.
942
Hamiltonian Formulation qf Network Dynamics
Example 12. (Inductor and capacitance circuit.) Consider the electrical circuit
of Fig. 6 and its bond graph model. The electrical domain is represented by an
energy storage element C with energy variable Q (the electrical charge of the
capacitor) and the energy function H,,(Q) which is, for instance, with the assump-
tion of the linearity of the constitutive relation :
H el(Q) = ’ c (73)
2c
dQ
~=LI =i=emg, ;; =J;n&, = -_u = -e,,. (75)
The generalized bond graph formalism recalled here makes a gyrative coupling
between different physical domains appear explicitly, which would not appear in
the “conventional” bond graph approach (as well as in electrical networks). In the
(4
(b)
FIG. 6. Inductor capacitance interaction and its bond graph model.
g:c
“=I &_”
@2
_-'l_k~
.
i=y L=i
L
FIG. 7. Conventional model of the mass -spring interaction.
conventional bond graph approach, for both examples. there would be two kinds
of storage elements in interaction as represented in Fig. 7. The bond still represents a
coupling through power exchange, but using an operational identification (through
measurement) of across-variables (like velocities or potentials) and through-vari-
ables (like forces or currents). The definition of effort and flow variables are in this
sense less general than in the generalized bond graph formalism and are linked to
the concrete network. The two kinds of storage elements I and C have a dual
definition with respect to the power variables. In generalized bond graph terms the
I element is the aggregation of a C clement with a symplectic gyrator: this aggre-
gation is called “dualization” of the c’ element (13,25). Indeed the generalized
bond graph formalism prefers to give an asymmetric definition to flows and efforts
and introduces explicitly the gyrative couplings, based on the fact that in the
thermal domain there is no “inertance” and that in the conventional approach
some phenomena may be overlooked (25).
3.1 .3. Ponw c~or~titi~rit~~ NS NII uhstrrrct m~twwli postulut~~. Complex autonomous
physical systems may now be defined as a set of interacting elemental systems (i.e.
energy storage elements denoted by C) exchanging energy in such a way that it is
conserved over the whole system. The postulate of power continuity sets forth that
one may define the conservation of energy in the form of an abstract topology of
power flows between elemental systems (11,22). This topology of power flows is
called “junction structure”. Consequently the edges of this network transport
power flows and are called “power bonds” or simply “bonds”. In order to represent
the interaction between subsystems. for instance elemental systems. they satisfy the
“power postulate” : there exist two dual variables, called power variables, such
that their pairing is equal to the power flow. The two variables are called a flow .f
(usually a vector in W) and effort CJ(usually also identified with a vector in KY
although it is a dual quantity to the flow ,/). In summary a power bond is associated
with three variables (flow ,f; effort P and instantaneous power P) which verify :
(r,.f’) = P. (76)
In Fig. 8, the half arrow on the power bond indicates the positive orientation for
944
Hamiltonian Formulation of Network Dynamics
-+h+
e2
A.. f2
FIG. 9. A O-junction.
en_
h-1
the power P and the flow variable f.The nodes of the junction structure are
necessarily power continuous elements and will be presented in the next paragraph.
where ci are equal to plus or minus one depending on the orientation of the power
bonds (half arrows in Fig. 9).
A 1-junction represents “flow continuity”, i.e. common flow variables to all
bonds connected to it (see Fig. 10). It has the following constitutive relations
(dual to that of a O-junction) :
where gi are the sign functions depending on the orientation of the power bonds.
Simple junction structures are networks of power bonds and junctions which
a
B
1 2
A
(4
(b)
T&
i3
r
1+
VBA
vBA
Cc)
FIG. I I. Directed graph underlying an electrical circuit and the two dual junction structures.
Hamiltonian Formulation qf Network Dynamics
-+lo+
LL
e2 f2 en_
. .
h-1 n
+ 1 I+
e2
L-L
.. ”
fi en_l
1 2 3
@ A
(4
lb)
FK. 14. Choice of causality and associated spanning tree.
+ (M)TF -+
fl f2
The causal constraints at the ports of a multiport transformer depend on the rank
properties of M,. But for a single bond transformer, they are analogous to the
constraints on a single bond which may be considered as a unit transformer.
They provide constraints at the ports of a weighted junction structure which are
analogous to the constraints on the ports of a simple junction structure.
Finally, the complete network interconnecting capacitive elements, i.e. elemental
systems of different physical domains, may contain additionally some gyrative
element, denoted by GY and represented in Fig. 16. The complete network is
called : generalized ,junction structure. The constitutive relation of a gyrator is
defined by a skew symmetric matrix J, according to Eq. (SO) :
and according to the definition of the effort variables at the ports of an energy
storage element this relation also induces a constraint on the energy variables :
-j(M)GY :&
//(M)GY : Jx
(b)
FIG. 17. Causal constraints on a two-port gyrator.
(82)
where H(.Y) denotes the energy function of the n-port energy storage element.
In an analogous way, causal restrictions on the flows at the ports connecting the
generalized junction structure and the energy storage elements induce a restriction
on the time variation of the energy variables and hence on the dynamics of the
system which will be addressed in the following section.
E.xample 1.5. (Bond graph model of an electrical circuit.) Consider again the
electrical circuit of Example 2 and represented in Fig. 1. A generalized bond graph
model of this circuit is depicted in Fig. 18a. It contains three one-port energy
storage elements : two of them represent the inductances L, and Lz, and the third
one represents the capacitor C. The topology of the electrical circuit is realized by
a simple junction structure constituted by a l-junction with the bonds connected
according to Fig. I I. The symplectic gyrator indicates the coupling between the
magnetic and electrical domains (as in Example 12). The simple junction structure
together with the symplectic gyrator forms the generalized junction structure con-
necting the three energy storage elements in the complete generalized bond graph
model of the electrical circuit. The causally augmented bond graph depicted in Fig.
ISa shows that it is possible to assign integral causality to all energy storage
elements: the efforts at their ports are independent. As the energy variables are
related one-to-one to the effort variables through the constitutive relation of the
energy storage elements (here even linear relations), the dimension of the state-
space is three. Considering now the flows at the ports of the generalized junction
structure, the causally augmented bond graph of Fig. 18b shows the maximum
number ofindependent flows : at most two causal strokes may be directed outwards.
This corresponds to a constraint on the flows which is here quite simple: the
common flow expressed by the l-junction induces the following relation on the
generalized flows :
4,+42 = K, (84)
where K is some real number.
950
Hamiltonian Formulation of Network Dynamics
(4 (b)
c+oK+1-$
- JVP
=o
++Odl
-Tg ww
Jg:c+io
1 \,s: -J
$$+o 31
-Iis
“1 = -v2
vv
-J
(4
FIG. 18. Bond graph models of the dynamics of an electrical circuit.
domains. The causal strokes in Fig. 18 indicate in the same way that the dimension
of the state space is three, but that the time variation of the state variables is
restricted to the force balance relation :
Example 17. (Bond graph model of a rigid body in free motion.) The model of
PY J : pz J ww
py : MTF MGY: pz
J +
~I-TM~W--TO
J JYV PX 3
:MGY td
(4
a rigid body in free motion is depicted in Fig. 19. The three one-port energy storage
elements represent the three components of the rotational kinetic energy of the
body along its principal axis with the projections p,, pv, p_ of the total angular
momentum on the principal axes as energy variables. The generalized junction
structure of Fig. 19 connected to the three capacitors provides the bond graph
realization of Euler’s equations (30). It is different from the “Eulerian junction
Hamiltonian Formulation of Network Dynamics
P = dH.
H(x):am Qh+ [May: -J(x)
f =;, -1
(4
(c)
the tangent space T,[W” at x and the effort variables as an element of the cotangent
space 7’prWnat x. Then the causal relations at the ports of the generalized junction
structure correspond to Diag. 3, where J, denotes the junction structure matrix.
This diagram would correspond to the mapping from one-forms to Hamiltonian
vector fields defined by a Poisson bracket if the junction structure matrix J, satisfies
the constitutive assumptions of structure matrices of Poisson structures. These
dH
e: IS”- T*(R”)
Id
Id: T(R”) - T(R”)
fx I- fx = ix
DIAG. 2.
DIAG. 3.
constitutive assumptions are given by Eqs (11) and (12) and will now be discussed
with respect to the constitutive assumptions on junction structure matrices (or
gyrators’ constitutive relations). Firstly in order to ensure the power continuity of
the generalized junction structure, the matrix J, has to be skew-symmetric (i.e.
antisymmetric) (13); this is exactly the condition (11). On the other hand, the
Jacobi conditions (12) on a structure matrix (13) are usually not required for a
(generalized) junction structure matrix or the constitutive matrix of a gyrator. For
Hamiltonian systems, they play an essential role (see Section II) since they are
necessary and sufficient conditions in order to ensure that an arbitrary choice of
a Hamiltonian function induces a vector field which leaves the Poisson structure, i.e.
the geometric structure, of the system invariant. Hence in an analogous way for
networks they are necessary and sufficient conditions to ensure that one may choose
arbitrary energy functions for the energy storage elements independently of the
generalized junction structure. It is interesting to note moreover that as a conse-
quence of the Jacobi conditions, the invariants on the flow variables at the ports
of the generalized junction structure may be related one-to-one to invariants on
the energy variables whatever the actual energy function is. Physically this may be
explained by the very general derivation of power continuity from the conservation
of physical quantities like the electrical charge or the kinetic momentum (11, chaps
4 and 5). In terms of Hamiltonian systems, the Jacobi conditions allow to express
the degeneracy of the Poisson structure (corresponding to invariants on the flow
variables) as symmetries on the Hamiltonian function (defined on the state vari-
ables) of some embedding standard Hamiltonian systems as recalled in Section II.
Now we may consider again the complete bond graph model with causality assigned
according to the assumptions on the generalized junction structure and represented
on Fig. 20a. Assembling the diagrams representing the maps defined above, one
obtains the map represented in Diag. 4. This map is the differential geometric
interpretation of the usual construction of the dynamics of bond graph models
using causal paths in a generalized junction structure. Moreover, if the junction
structure matrix verifies the skew-symmetry and the Jacobi conditions (see Eq.
(12)) then the dynamics corresponds to a Hamiltonian system with Hamiltonian
function equal to the energy function H(x) on the Poisson manifold admitting the
junction structure matrix as structure matrix of its Poisson structure.
dH Jx
R” __, T*(R”) __* 7-(&l”)
x - dH, - &,
DIAG.4.
(87)
with Q the charge of the capacitor and $,, 4z the magnetic flux linkages of the
inductors. The energy function is the sum of the energy associated with each one-
port energy storage element. The constitutive relation of the three-port capacitor
is then linear and diagonal :
The causal relations at the ports of the junction structure in Fig. 1Xa induces the
following relation :
The matrix defining the linear inputtoutput relation at the ports of the junction
structure is the junction structure matrix. The relation (89) corresponds to the
relations induced by the fundamental loop and cutset matrices associated with the
tree in Fig. 14. Furthermore the junction structure matrix is skew-symmetric and
linear (and thus it satisfies necessarily the Jacobi identities). Thus it defines a
Poisson structure on R’. The combination of Eqs (87) (88) and (89) according to
Diag. 4, defines the dynamics of the electrical circuit as Hamiltonian dynamics on
R3 endowed with the Poisson structure defined by the junction structure matrix,
with the sum of the electrical and magnetic energy functions as Hamiltonian
function :
(90)
One recovers the dynamics presented in Example 2 ; however it was now deduced
using the causal procedure on the causally augmented bond graph model (12,42).
anical system of Example 6 has a bond graph model analogous to Fig. 18a (see
Example 16). Hence its dynamics may also be expressed as a Hamiltonian system.
Its Hamiltonian function is the sum of the elastic potential energy of the spring
and the kinetic energies of the two masses :
This energy function implies the following constitutive relation at the ports of the
three-port energy storage element :
aH
kx,z
ax,>
aH PI
Fe, ml
e= 2,
I
=
ap, (92)
ii 2’2 aH P2
m2 ,
JPPZ
The generalized junction structure induces the following causal relations at the
ports of the junction structure :
Combining Eqs (92) and (93) one recovers the Hamiltonian dynamics :
(3H
aLJI (94)
aH
c app2
Example 20. (Rigid body dynamics.) Consider again the rigid body in free motion
(Example 3) and its bond graph model in Fig. 19a. The array of the three one-port
energy storage elements may be grouped into one three-port energy storage element.
Its energy variable is simply the angular momentum p whose projections pv, p!, pz
on the three principal axes of the rigid body are the energy variables of the one-
port energy storage elements. The energy function is the rotational kinetic energy
of the rigid body and is equal to the sum of its components on the three principal
axes :
The causal relations at the ports of the generalized junction structure are :
(96)
The junction structure matrix of the bond graph model in Fig. 19a corresponds
exactly to the structure matrix of the Poisson structure of the Euler equations (see
Example 3).
The constitutive relations of the three-port energy storage element with energy
function H(I-‘) give :
r- -
PY
J,
Ei,
e=dH,=
P,
j- I ’ .f= p,, . (97)
P.- ii dz
-Jr,
Combining Eqs (96) and (97) according to Diag. 4, i.e. following the causal strokes
in the bond graph model, one recovers the Hamiltonian dynamics defined by the
Euler equations :
P\
7,
P?
J, (98)
P-
Jz
3.3. Relation M’ith stand& Humiltoniun systems und their bond graph realization
Now we shall discuss the relation of the dynamics of the energy variables of a
bond graph model with associated reduced and embedding standard Hamiltonian
systems. The discussion focuses on their bond graph realization, and special atten-
tion will be paid to the choice of coordinates of each representation.
First, the dynamics of the energy variables is discussed with respect to the reduced
standard Hamiltonian system obtained through the reduction by the dynamical
invariants. Its bond graph realization is based upon the analytical decomposition
of the generalized junction structure (13) : it makes appear explicitly its structure
and identifies the canonical variables in the decomposed bond graph. Secondly,
the bond graph realization of an embedding standard Hamiltonian system will be
obtained by the addition of some energy storage element with an energy function
which is identically equal to zero. Again, the associated symplectic structure and
canonical coordinates will be identified with some elements and flow variables of
the bond graph realization.
0 4 0
Consequently
J(q,p, r) =
i
-I,
0
0
0 1
0 .
0
(101)
J = 0. (102)
In the same way the generalized flow variables at the ports of the 2n-port symplectic
gyrator correspond to the time-variations 4 and b of the canonical coordinates of
the reduced system. Thus they obey the constitutive relation :
-
aq
aH
(I ii
4 =
p
JSPV
(103)
n dH’
dP
Finally, one may observe that considering the energy flows, only the power bonds
at the ports of the symplectic gyrator contribute to the variation of the energy in
the energy storage elements. Indeed the power bonds with the flow variables being
the variation r: of the redundant variables convey a power equal to zero.
Example 21. Reconsider the electrical circuit of Fig. I and its bond graph model
in Fig. ISa. The analytically decomposed generalized junction structure, defined
by the change of variables (51) is shown in Fig. 18~. Compared to the physical
junction structure in Fig. 18a, a zero-flow source was added and a junction structure
relating it to the energy storage elements (they are denoted by the bold bonds in
Fig. 18~). The flow variable at the port of the zero flow source is
0 = r: = ;(c, fC2) = i(& +&). (104)
The zero-flow source shows explicitly the conservation of the total magnetic flux.
The flow variables at the ports of the symplectic gyrator are
Esumpk~ 22. Consider now the dynamics of the rigid body treated in Examples
3 and 17 and its bond graph representation in Fig. 19a. The change of variables
(60) would lead in the same way as for the electrical circuit, to the decomposition
of the junction structure into a two-port symplectic gyrator and a zero-flow source.
At the ports of the symplectic gyrator one recovers the reduced standard Ham-
iltonian dynamics and the zero-flow source represents explicitly the constraint on
the generalized flows :
Hamiltonian Formulation of Network Dynamics
(106)
The junction structure matrix verifies the Jacobi conditions, hence the constraints
on the flow variables imply the existence of some invariant on the energy variables
which is here the conservation of the total momentum :
(107)
where k is some constant.
In contrast to the electrical circuit models, the analytical decomposition destroys
the original Eulerian junction structure realization. Furthermore, the analytical
decomposition of the generalized junction structure implies the use of varying
junction structures according to the singularity of the chosen coordinate trans-
formation. For instance, the coordinate transformation defined in (60) gives the
following singularity on the transformers moduli :
p,‘+pf = 0. (108)
Three different decomposed junction structures, obtained by circular permutation
of pl, .LQ,pZ are necessary to cover the entire state space. This disadvantage of
the analytical canonical decomposition of generalized junction structure may be
avoided using a graphical transformation. This transformation is based on the
“partial dualization” of the junction structure (50). It consists in making symplectic
gyrators appear at some ports of the junction structure by dualization, i.e. exchang-
ing the flows and effort variables at these ports, and minimizing the number of the
gyrators remaining in the junction structure. In the case of the Eulerian junction
structure (Fig. 19a), a partial dualization leads to the junction structure in Fig.
19~. It is obtained by dualization of the port attached to the energy storage element
representing the kinetic energy along the x-axis of the rigid body. Then the zero
junction connected to this port and the gyrators attached to this junction are
dualized into a l-junction and two transformers, leaving one gyrator in the junction
structure. In general the minimal sets of gyrators remaining in the junction structure
after partial dualization at its ports are called “essential” (SO). At the ports of the
symplectic gyrator one may again read the reduced standard Hamiltonian dynam-
ics. But the main advantage of the dualization procedure with respect to the
analytical decomposition is that the reduced Hamiltonian system is explicit graphi-
cally without generating any singularity on the remaining dualized junction
structure.
3.3.2. The embedding standard Hamiltonian system. Reconsider the general bond
graph model in Fig. 20a and its dynamics described by (15). In the previous
paragraph we have seen that the regular change of coordinates into canonical
coordinates leads to the analytical decomposition of the junction structure into a
symplectic gyrator (corresponding to the reduced dynamics) and makes appear a
zero-flow source representing the singularity of the junction structure. However,
according to Section II, one may further require the regularity of the geo-
metric structure of the dynamical system considering the embedding standard
Hamiltonian system (50).
Its bond graph realization arises from the decomposed junction structure in Fig.
20b ; the embedding system is defined in canonical coordinates (q,p, r) associated
with the Poisson structure. In order to regularize the geometric structure of the
system, the additional coordinate s is introduced, conjugated to variable Y (see Eq.
45). In bond graph terms, the generalized junction structure of the embedding
system is realized by introducing a bond carrying the flow variable S and a sym-
plectic gyrator of dimension 21 representing the conjugacy of S with i (see Fig.
20~). Hence the augmented generalized junction structure is now regular. On the
extended state space the Hamiltonian function of the embedding system (42) is :
In the same way, at the ports of the symplectic gyrator of dimension 21, one reads
the dynamics of the canonical variables s and Y.The time variation of the redundant
variables Y,becomes :
(111)
(112)
962
Humiltonian Formulation of Network Dynamics
Thereby the efforts aH(x)/&, conjugated to the zero-flow appearing with the ana-
lytical decomposition of a generalized junction structure, may be interpreted as
the time variation Sj of the conserved quantities of the embedding standard
Hamiltonian system.
Example 23. The bond graph representation of the embedding system associated
with the electrical circuit in Fig. 18a is shown in Fig. 18d. It was deduced from the
decomposed junction structure in Fig. 1%~by replacing the flow source by a gyrator
and an energy storage element with an energy function equal to zero. At the ports
of the symplectic gyrator one reads :
IV. Conclusion
the network and Hamiltonian formalisms. Indeed its main feature is to symmetrize
all energetic network elements in a single energy storage element and accordingly to
explicate the coupling between different physical domains by a unit gyrator element,
thus endowing the network including the gyrators (and called generalized junction
structure) with a gyrator-type constitutive relation at its ports.
Then the relation between the network and the Hamiltonian formalism is made
by matching the energy function associated with the energy storage elements of the
network with the Hamiltonian function and the generalized junction structure
relations at its ports with the local definition of a Poisson structure. It was proved
that the dynamic equations associated with the energy variables (of the energy
storage element) is Hamiltonian and that the topological (or graphical) con-
struction of these dynamics matches exactly the analytical definition of Hamiltonian
dynamics.
The crucial point of the relation of the network and Hamiltonian formalisms is
the representation of the dynamic invariants. Indeed the (general) Poisson structure
explicates the invariants of the system as the elements of its kernel. These may be
related with the algebraic and topologic constraints induced by the generalized
network (the generalized junction structure) at its port variables.
Furthermore, a network interpretation of the relation with the embedding and
reduced standard Hamiltonian systems was given. The reduced Hamiltonian system
was shown to correspond to the generalized flows at the ports of the symplectic
gyrators, appearing as coupling elements between the different physical domains
or by the analytical decomposition of the generalized junction structure. The
embedding system was constructed using a degenerate energy storage element with
energy function equal to zero and the symmetry variables of the embedding system
as energy variable.
In summary, the consideration of generalized Hamiltonian systems defined with
respect to degenerate Poisson structure is essential for an intrinsic analytical rep-
resentation of the main features of network representations: the duality of port
variables and the invariants intrinsically given by the network topology.
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